The First Minister admitted that her predecessor had been a “dominant person” in her life before she replaced him as SNP leader and at the helm of the Scottish Government in 2014.
But relations were placed under strain earlier this year after he won a court battle with the Scottish Government over its handling of civil servants’ complaints alleging inappropriate behaviour by him.
Ms Sturgeon spoke out during an appearance at the Edinburgh Festival when she confirmed she will lead the SNP into the next Holyrood election and plans to be around as First Minister for “many years to come”.
The SNP leader was asked if she “missed Alex Salmond” during an appearance in the Ian Dale show.
“It’s a difficult thing for me to talk about for personal reasons - it’s much more importantly a difficult thing for me to talk about for legal reasons,” Ms Sturgeon said.
The First Minister admitted she was hesitant to touch on the issue for fear of straying into “areas that I really shouldn’t go into”.
But she added: “Just think about how you would feel, anybody in any walk of life, when somebody has been a really important dominant person in your life.
“In my case with Alex for 30 years and suddenly, for whatever reason, that relationship is different and you’re not able to have that same relationship.
“Is there a degree of personal pain and anguish in that? Of course there is.”
In January, Ms Sturgeon’s aides accused Mr Salmond’s advisors of conducting a “vendetta” against her chief of staff Liz Lloyd. It came after Mr Salmond won a Court of Session challenge against the Scottish Government’s handling of complaints against him.
Mr Salmond has subsequently been charged with 14 criminal offences, including attempted rape and sexual assault. The case is expected to get under way in January. Mr Salmond denies all the charges.
He continues to present a current affairs show on the Russian state-backed broadcaster RT.
Ms Sturgeon has faced speculation in recent months that she plans to quit politics and has been linked with a job at the United Nations.
“I’m not thinking of stepping down as First Minister - I’m not about to retire from politics,” she told the audience yesterday.
“My plan is to fight the next Scottish election. I take nothing for granted, but I would be optimistic about the chances of my party winning the next Scottish election.
“I hope to be First Minister for many years to come - the electorate willing.”
The SNP leader launched another stinging attack on the premiership of Boris Johnson, who she met last week in Edinburgh, and said he did not have “democratic legitimacy”.
But she appeared to admit that he was better company in meetings than Theresa May.
“I would say that for Boris Johnson - I spoke to him on the phone before the meeting, just a day or two day after he became Prime Minister and I think the first thing I said when I came off the phone to my own team was that it was a very different experience.
“I don’t want to be too derogatory of pejorative about Theresa May, she’s obviously no longer Prime Minister, but having conversations with Theresa May was pretty soul-destroying.”